Stochastic rounding variance and probabilistic bounds: A new approach.
El-Mehdi El ArarDevan SohierPablo de Oliveira CastroEric PetitPublished in: CoRR (2022)
Keyphrases
- variance reduction
- upper bound
- stage stochastic programs
- stochastic context free grammars
- linear programming
- approximation algorithms
- bayesian networks
- lower bound
- standard deviation
- forward and backward
- probabilistic model
- generative model
- monte carlo
- special case
- upper and lower bounds
- worst case
- probabilistic logic
- stochastic process
- probability theory
- data sets
- linear programming relaxation
- stochastic optimization
- stochastic model
- uncertain data
- correlation coefficient
- posterior probability
- data driven